+33,000.7%
ORLY vs INCY
+6,474.9%
+26,525.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | -2.1% | -3.7% | +1.5% | -1.8% |
| 30D | -7.6% | +1.8% | -9.5% | -7.8% |
| 3M | -5.5% | +17.0% | -22.4% | -7.0% |
| 6M | -9.7% | +28.4% | -38.1% | -12.1% |
| YTD | -6.2% | +24.8% | -31.1% | -8.5% |
| 1Y | -18.6% | +42.9% | -61.6% | -21.8% |
| 3Y | +33.8% | +92.7% | -58.8% | +23.8% |
| 5Y | +116.5% | +73.3% | +43.2% | +101.4% |
| 10Y | +361.0% | +55.8% | +305.2% | +321.4% |
| All | +33,000.7% | +6,474.9% | +26,525.8% | +19,095.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling